+3,547.4%
VMC vs BN
+16,073.1%
-12,525.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +1.1% | +4.3% | -3.2% | -0.6% |
| 30D | +17.7% | +14.3% | +3.4% | +11.5% |
| 3M | +1.1% | -4.1% | +5.2% | +2.8% |
| 6M | +1.8% | -9.7% | +11.5% | +6.1% |
| YTD | +1.5% | -7.1% | +8.6% | +3.9% |
| 1Y | -1.1% | -7.4% | +6.3% | +1.3% |
| 3Y | +38.8% | +102.3% | -63.6% | +1.1% |
| 5Y | +49.6% | +35.9% | +13.6% | +25.8% |
| 10Y | +130.6% | +289.2% | -158.6% | +26.2% |
| All | +3,547.4% | +16,073.1% | -12,525.7% | +881.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling